+161.0%
TTMI vs CNH
+22.6%
+138.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.9% |
| 7D | +7.5% | +1.8% | +5.7% | +6.5% |
| 30D | -4.5% | +32.6% | -37.1% | -17.2% |
| 3M | -28.5% | +29.4% | -58.0% | -37.9% |
| 6M | +28.4% | +26.0% | +2.4% | +12.0% |
| YTD | +80.1% | +52.2% | +27.9% | +37.9% |
| 1Y | +161.0% | +23.9% | +137.2% | +145.4% |
| All | +161.0% | +22.6% | +138.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling